I love Blizzard for this. They have done this for several people in the past. There is a dwarf by the Arathi Wall on the Hillsbrad side, for example, who is crying/saluting a grave. If you read the grave you see a name on it.

I forgot the name but it was a friend of one of the blizzard employees and the dwarf was the guys character and has the same name/armor/level as he was when he passed away.

It's an oldie, but the quest Until Death Do Us Part. By far the saddest moment to me in WoW.

Basically, you meet an angry Forsaken woman in Thunder Bluff who gives you a talisman and says this:

"Filthy scum! Leaves me for his damn crusade. Because "the Light is the most important thing we have against the threats the undead pose.
Well, what about his children?! What about ME?! Night after night I sat patiently waiting for him... always second to his blasted duty!
Well, witness what "justice" brings you! He's dead and I'm bearing the very thing he was trying to stop!
Take this piece of junk and put it on his tomb at the Sepulcher. I want nothing to do with it anymore... or him!"

Then you go over to the Sepulcher and find the husband's grave, where the quest ends:

"The stone is cold to the touch, but has obviously been abused. Trash litters the area; nicks and gashes decorate the relief atop the coffin; and the foliage around the grave has started to grow over the site.
No one cares for whoever is buried here, especially not any victims of the plague.
You place the worthless pendant on the grave, and the gemstone within the setting seems to dull noticeably.
As you stand to leave, you look down at the pendant; it lies lifelessly over the hands of the relief sculpted into the top of the coffin. Your thoughts are interrupted by a stiff, cool breeze passing over the Sepulcher. For a moment everything around you is silent."

Not a quest, but some of the stories in the "Legends" comic book series were pretty emotional and sad. The origins of The Headless Horseman is very sad. Generally, I find that the stories about the undead and plague is the saddest stories.